Iorndealer:
Welcome to the Forum, and congratulations on your new R9s.
It sounds to me as if your pistol may just need some more range time to settle down to the reliability you want and should have. You might want to try Gold Dots (115 or 124) the next time out, as they seem to be the preferred fodder for many of the Rohrbaugh pistols. Check out R9SCarry's FAQ site for more information in that regard.
As for gun lubrication, my personal favorite is Ballistol,
http://www.ballistol.com/, but a lot of knowledgeable people around here prefer other products, such as Superlube, Miltec-1, Mobil 1, etc. The Cleaning & Maintenance section of the Forum has a number of threads on the topic which you may find of interest.
Again, welcome, and good luck with your new pistol.